This note points out an error in the local quadratic convergence proof of the predictor-corrector interior-point algorithm for solving the semidefinite linear complementarity problem based on the Alizadeh-Haeberly-Overton search direction presented in [M. Kojima, M. Shida, and S. Shindoh, SIAM J. Optim., 9 (1999), pp. 444-465]. Their algorithm is slightly modified and the local quadratic convergence of the resulting method is established.
- Interior-point algorithm
- Local quadratic convergence
- Predictor-corrector algorithm
- Semidefinite linear complementarity problem
- Semidefinite programming